+393.1%
DXCM vs RL
+347.1%
+46.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -9.2% | -4.4% | -4.8% | -8.1% |
| 30D | -6.5% | +5.6% | -12.1% | -7.9% |
| 3M | -10.3% | -0.6% | -9.6% | -10.2% |
| 6M | +35.4% | +15.5% | +20.0% | +29.1% |
| YTD | +21.1% | +12.3% | +8.7% | +15.9% |
| 1Y | +38.2% | +19.3% | +18.9% | +29.9% |
| 3Y | -14.6% | +255.5% | -270.1% | -42.3% |
| 5Y | -49.6% | +247.1% | -296.6% | -66.6% |
| 10Y | +393.1% | +346.0% | +47.1% | +215.3% |
| All | +393.1% | +347.1% | +46.0% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling